Warner (25) and Renshaw (11) were dismissed by first change home team medium-pacer Navdeep Saini before the visitors advanced to 81 for two wickets in 24 overs with captain Steven Smith batting impressively. He compiled 31 runs that contained six fours and came off 59 balls.
Shaun Marsh was the other unbeaten batsman who was unbeaten on 6 after a 38-minute stay.
For the home team, Delhi's Saini was the most impressive bowler in a fine first spell of 6-2-13-2 while the other to medium pacers -- captain Hardik Pandya and Ashok Dinda -- could not extract as much help from the pitch after the hosts won the toss and elected to field.
Both players edged the bowlers on one occasion each through the slip cordon but vice-captain Warner, as is his wont, also dispatched the loose balls to the fence.
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Dinda gave way to Saini after a four-over first spell and the Delhi medium pacer struck a blow in his very first over by packing off pocket dynamo Warner with a short ball that the left-hander tried to pull and got a top-edge to be caught behind by Ishan Kishan.
Visiting team captain Smith started to stroke the ball confidently soon after arriving at the crease and the first hour's play produced 43 runs with the 20-year-old Renshaw crawling his way to 9 in 34 balls.
After the first break, Smith started driving the ball fluently on the up and looked in no trouble against the medium pacers and drove them for well-timed fours, mainly in the 'V'.
But Saini struck again in the fifth over after the drinks break by dismissing the stone-walling Renshaw with a ball that moved away a shade as the batsman poked at it and took the bat's edge for Kishan to grab the second catch of the morning.
Smith and left-handed Shaun Marsh, who was not able to time the ball as well as his captain, took the visitors to lunch without any further loss.